+132.6%
PDD vs OTIS
+91.8%
+40.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -4.4% | -2.2% | -2.3% | -3.6% |
| 30D | -15.5% | -4.3% | -11.2% | -14.0% |
| 3M | -4.1% | -2.2% | -1.9% | -3.5% |
| 6M | -23.4% | -19.9% | -3.5% | -16.8% |
| YTD | -30.7% | -19.3% | -11.3% | -25.1% |
| 1Y | -37.6% | -19.6% | -18.1% | -32.6% |
| 3Y | -17.5% | -11.5% | -6.0% | -15.2% |
| 5Y | -24.6% | -16.8% | -7.8% | -24.4% |
| All | +132.6% | +91.8% | +40.7% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling